Local and Superlinear Convergence for Partially Known Quasi-Newton Methods

DOI10.1137/0801005MaRDI QIDQ4017638zbMATH OpenOpenAlexFDO

Authors Héctor Martínez, J. Engels

Publication date 16 January 1993

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0801005

zbMATH Keywords

secant methodconstrained optimizationunconstrained optimizationnonlinear least-squaresbounded deteriorationlocal and \(q\)- superlinear convergence of quasi-Newton methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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(22)

• On simulation and optimization of macroeconometric models
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
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• scientific article; zbMATH DE number 4178654 (Why is no real title available?)
• Nonlinear conjugate gradient methods with structured secant condition for nonlinear least squares problems
• New results on superlinear convergence of classical quasi-Newton methods
• Greedy quasi-Newton methods with explicit superlinear convergence
• Greedy PSB methods with explicit superlinear convergence
• Rates of superlinear convergence for classical quasi-Newton methods
• A new structured spectral conjugate gradient method for nonlinear least squares problems
• Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
• Numerical algorithms for constrained maximum likelihood estimation
• Scaled nonlinear conjugate gradient methods for nonlinear least squares problems
• A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
• Structured symmetric rank-one method for unconstrained optimization
• A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
• Globally convergent three-term conjugate gradient methods that use secant conditions and generate descent search directions for unconstrained optimization
• Adaptive algorithm for constrained least-squares problems
• Local and superlinear convergence of quasi-Newton methods based on modified secant conditions
• A bounded deterioration property of a symmetric positive definite class of Newton-like methods and its application
• Local and superlinear convergence for truncated iterated projections methods
• A Kantorovich theorem for the structured PSB update in Hilbert space.

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